Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events

DOI10.1007/S00362-019-01092-0MaRDI QIDQ2066496zbMATH OpenOpenAlexFDO

Authors Nuria Ruiz-Fuentes, Carmen Montes-Gijón, Paula R. Bouzas, Juan Eloy Ruiz-Castro

Publication date 14 January 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10481/72028

zbMATH Keywords

compound Cox processestimationphase type processprincipal components prediction

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and prediction (62M20) Reliability and life testing (62N05)

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Cites work

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